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^SPLRCS vs. LGAG.L
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SPLRCS and LGAG.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

^SPLRCS vs. LGAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Consumer Staples Index (^SPLRCS) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
54.24%
9.99%
^SPLRCS
LGAG.L

Key characteristics

Sharpe Ratio

^SPLRCS:

0.74

LGAG.L:

0.32

Sortino Ratio

^SPLRCS:

1.05

LGAG.L:

0.54

Omega Ratio

^SPLRCS:

1.13

LGAG.L:

1.07

Calmar Ratio

^SPLRCS:

0.97

LGAG.L:

0.21

Martin Ratio

^SPLRCS:

2.94

LGAG.L:

1.17

Ulcer Index

^SPLRCS:

3.09%

LGAG.L:

4.45%

Daily Std Dev

^SPLRCS:

13.36%

LGAG.L:

15.92%

Max Drawdown

^SPLRCS:

-40.76%

LGAG.L:

-35.16%

Current Drawdown

^SPLRCS:

-2.47%

LGAG.L:

-13.43%

Returns By Period

In the year-to-date period, ^SPLRCS achieves a 5.56% return, which is significantly higher than LGAG.L's 0.71% return.


^SPLRCS

YTD

5.56%

1M

7.63%

6M

4.90%

1Y

10.32%

5Y*

8.64%

10Y*

6.03%

LGAG.L

YTD

0.71%

1M

12.20%

6M

-1.92%

1Y

5.20%

5Y*

7.41%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^SPLRCS vs. LGAG.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPLRCS
The Risk-Adjusted Performance Rank of ^SPLRCS is 8484
Overall Rank
The Sharpe Ratio Rank of ^SPLRCS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPLRCS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^SPLRCS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^SPLRCS is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SPLRCS is 8888
Martin Ratio Rank

LGAG.L
The Risk-Adjusted Performance Rank of LGAG.L is 4141
Overall Rank
The Sharpe Ratio Rank of LGAG.L is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of LGAG.L is 4141
Sortino Ratio Rank
The Omega Ratio Rank of LGAG.L is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LGAG.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of LGAG.L is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^SPLRCS vs. LGAG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Staples Index (^SPLRCS) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ^SPLRCS Sharpe Ratio is 0.74, which is higher than the LGAG.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of ^SPLRCS and LGAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.75
0.59
^SPLRCS
LGAG.L

Drawdowns

^SPLRCS vs. LGAG.L - Drawdown Comparison

The maximum ^SPLRCS drawdown since its inception was -40.76%, which is greater than LGAG.L's maximum drawdown of -35.16%. Use the drawdown chart below to compare losses from any high point for ^SPLRCS and LGAG.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.47%
-9.56%
^SPLRCS
LGAG.L

Volatility

^SPLRCS vs. LGAG.L - Volatility Comparison

The current volatility for S&P 500 Consumer Staples Index (^SPLRCS) is 5.87%, while L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) has a volatility of 6.54%. This indicates that ^SPLRCS experiences smaller price fluctuations and is considered to be less risky than LGAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.87%
6.54%
^SPLRCS
LGAG.L